sandbox/man-roxygen/factor-roe.R

#' @section ROE factor:
#'
#' The ROE factor is the high- minus-low monthly difference between the arithmetic
#' average of the returns on 6 high ROE portfolios and the arithmetic average of
#' the returns on the 6 low ROE portfolios.
JustinMShea/ExpectedReturns documentation built on June 28, 2024, 5:37 p.m.